The baroque-style Franciscan convent was built in the 18th century. Its foundation dates back to 1492. The original convent was on the foothills of the Sierra Morena, 6 km from Peñaflor, where a fountain and some ruins are still preserved. In 1731, the decision was made to relocate the convent from the mountains to the village of Peñaflor. Work on the new building, which is the current one, began in 1750 and ended in 1766.
The temple has a single Latin cross nave. Worthy of note inside is the barrel vault supported by barrel arches, and the transept covered with a half-dome on pendentives decorated with plasterwork. The main altarpiece is also remarkable. Interestingly, it has a shield of the Dominican order although the convent is Franciscan. The new building is also the seat of the Confraternity of Our Father Jesus the Nazarene, as the convent was built over a shrine that belonged to them.
In 1835, the convent was affected by the confiscation of church properties ordered by Mendizábal; therefore, the friars had to leave the convent. Their properties were seized by the State and auctioned. In 1911, the Sisters of the Cross settled in the convent, where they remained until the mid-1970s.